scientific article; zbMATH DE number 1850465

zbMATH Open1004.62039MaRDI QIDQ4787684FDOQ4787684

Authors: Ming-Yen Cheng, Liang Peng 

Publication date: 16 February 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

quantilesmoothingkernellocal polynomial estimationempirical quantiles

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

Cited In (38)

• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
• Improved double kernel local linear quantile regression
• Smoothed jackknife empirical likelihood method for tail copulas
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
• Estimation of parameters of the shifted Gompertz distribution using least squares, maximum likelihood and moments methods
• Empirical likelihood based confidence intervals for copulas
• Modeling and Fitting Quantile Distributions and Regressions
• Expansion for moments of regression quantiles with applications to nonparametric testing
• \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
• Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
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• Nonparametric estimation of the regression function from quantized observations
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• Quantile regression for modelling distributions of profit and loss
• Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
• Mean squared error properties of kernel estimates of regression quantiles
• Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
• Local polynomial smoothing based on the Kaplan-Meier estimate
• Polygonal smoothing of the empirical distribution function
• Function compositional adjustments of conditional quantile curves
• Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models
• Local polynomial quantile regression with parametric features
• Local Linear Quantile Regression
• Nonparametric smooth estimation of the expected inactivity time function
• Nonparametric estimation of value-at-risk
• Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation
• Negative binomial regression in dose-effect relationships
• Nonparametric estimation of conditional quantiles using quantile regression trees
• Estimation of quantile density function based on regression quantiles
• Relative deficiency of quantile estimators for left truncated and right censored data
• Calculating quantiles of noisy distribution functions using local linear regressions
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• Smoothed L-estimation of regression function
• Local linear smoothing of receiver operating characteristic (ROC) curves
• Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
• Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models
• Title not available (Why is that?)

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